Your standard searches use 100000 shares average as the volume criterion. I trade a significantly larger portfolio than $100,000. For example trading $1.5 M portfolio, looking to buy 20 stocks would have a buy order of $75,000 for each stock. However many of your searches have stock price criterion of >$1. That means I could be placing orders for 75% of the daily volume or on the selling side be trying to sell 75% of the average daily volume. Either would cause a major disruption to the price. An improvement would be able to change the criterion for both the stock price and the minimum average daily volume. If I had to choose between I would choose average daily volume 300,000.